+71.0%
CME vs RRC
+110.6%
-39.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +0.9% | -10.8% | +11.7% | +1.8% |
| 30D | +13.2% | +22.3% | -9.1% | +11.1% |
| 3M | +16.3% | +26.6% | -10.3% | +13.7% |
| 6M | +7.1% | +18.9% | -11.8% | +5.3% |
| YTD | +15.8% | +39.2% | -23.4% | +12.3% |
| 1Y | +17.1% | +34.0% | -16.9% | +13.7% |
| 3Y | +63.2% | +42.0% | +21.1% | +55.9% |
| All | +71.0% | +110.6% | -39.6% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling